-32.8%
STZ vs RUN
-80.5%
+47.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -1.9% | -15.3% | +13.4% | -1.1% |
| 3M | -6.2% | -40.0% | +33.8% | -4.1% |
| 6M | -14.0% | -27.0% | +12.9% | -13.2% |
| YTD | -5.1% | -51.7% | +46.6% | -2.8% |
| 1Y | -9.6% | -45.9% | +36.3% | -8.3% |
| 3Y | -47.2% | -43.8% | -3.5% | -49.8% |
| All | -32.8% | -80.5% | +47.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling